This, according to Halachipedia:
A wedding on Chanukah
- If the wedding takes place at night then the groom fulfills his obligation with the lighting in his father's house which took place
before the wedding. 
- If the wedding takes place during the day before sunset, the groom [...] doesn't fulfill his obligation with the lighting in his
father's house but rather he must light at his new house. Some say he
should light after the wedding, some say he should appoint a messenger
to light there, and some say he should leave the wedding between the
Chuppah and meal to light at his new house. A minority opinion is that
one may light at the wedding hall.
Note 36, there:
(1) Rav Elyashiv (cited by Bet Chatanim 15:4, Yemeh Chanukah pg 156,
Neimat HaChaim pg 244) rules that the groom should light in his new
home after the wedding.
(2) Chacham Ben Tzion Abba Shaul (cited by Bet Chatanim 15:4, Yemeh
Chanukah pg 156) rules that if it’s difficult to leave the wedding the
groom should appoint a messenger to light for him.
(3) Rav Shlomo Zalman Auerbach (cited by HaNesuin KeHilchatam 15:60,
Yemeh Chanukah pg 156, Halichot Shlomo (pg 275, note 47)) rules that
if the wedding takes place during the day then the groom must light at
his new home and should leave the wedding after the chuppah before the
meal, go to their new home, have a small meal, light chanuka candles,
and return to the wedding.
(4) Piskei Teshuvot 677:5 (pg 499) rules that if it’s difficult to
leave the wedding the groom may light at the wedding hall because
they’re renting the place. (Rabbi Mansour applies this Piskei Teshuvot
even if the wedding takes place during the night but the parents
didn’t have a chance to light beforehand. Additionally, Rabbi Mansour
seems to say that Yalkut Yosef also agrees with this leniency but was unable to find >any proof to this from the words of the Yalkut Yosef.)
FYI - My sister-in-law and niece (her daughter) both lit candles at the wedding. In my niece's case, they also lit candles after the couple arrived home late at night.